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WSC
2004
15 years 3 months ago
Simulation-Based Pricing of Mortgage-Backed Securities
Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
Jian Chen
CORR
2008
Springer
179views Education» more  CORR 2008»
15 years 2 months ago
Distributed Parameter Estimation in Sensor Networks: Nonlinear Observation Models and Imperfect Communication
The paper studies the problem of distributed static parameter (vector) estimation in sensor networks with nonlinear observation models and imperfect inter-sensor communication. We...
Soummya Kar, José M. F. Moura, Kavita Raman...
ICNSC
2007
IEEE
15 years 8 months ago
Combined Support Vector Novelty Detection for Multi-channel Combustion Data
— Multi-channel combustion data, consisting of gas pressure and two combustion chamber luminosity measurements, are investigated in the prediction of combustion instability. Wave...
Lei A. Clifton, Hujun Yin, David A. Clifton, Yang ...
ICECCS
1995
IEEE
94views Hardware» more  ICECCS 1995»
15 years 5 months ago
Requirements for client/server performance modeling
Design, performance management, and capacity planning of client/server applications in the commercial enterprise depends on the ability to model these distributed applications at ...
Joseph J. Martinka
WSC
2007
15 years 4 months ago
Kernel estimation for quantile sensitivities
Quantiles, also known as value-at-risk in financial applications, are important measures of random performance. Quantile sensitivities provide information on how changes in the i...
Guangwu Liu, L. Jeff Hong